Strategy Tester Report
Daily Scalping EA v1.0h

SymbolGBPJPY (British Pound vs Japanese Yen)
Period1 Hour (H1) 2006.12.08 07:00 - 2007.05.07 00:59 (2007.03.04 - 2007.05.07)
ModelOpen prices only (fastest method to analyze the bar just completed)
ParametersGMT_Shift=1; TakeProfit=200; StopLoss=50; HourToCloseOrders=15; SundayCandleExists=true; Lots=0.1; UseMoneyManagement=true; Risk=3; Slippage=3; MaxLossesTradesPerDay=2; TrailingStop=75;
Bars in test2486Ticks modelled4607Modelling qualityn/a
Initial deposit10000.00
Total net profit2252.91Gross profit8022.69Gross loss-5769.78
Profit factor1.39Expected payoff34.14
Absolute drawdown0.00Maximal drawdown1057.80 (7.95%)Relative drawdown8.08% (959.43)
Total trades66Short positions (won %)35 (31.43%)Long positions (won %)31 (41.94%)
Profit trades (% of total)24 (36.36%)Loss trades (% of total)42 (63.64%)
Largestprofit trade667.33loss trade-166.88
Averageprofit trade334.28loss trade-137.38
Maximumconsecutive wins (profit in money)4 (660.84)consecutive losses (loss in money)7 (-959.43)
Maximalconsecutive profit (count of wins)1157.82 (2)consecutive loss (count of losses)-959.43 (7)
Averageconsecutive wins2consecutive losses3
Graph
#TimeTypeOrderLotsPriceS / LT / PProfitBalance
12007.03.05 01:00sell10.30224.54225.04222.54
22007.03.05 02:00t/p10.30222.54225.04222.54500.5410500.54
32007.03.06 01:00buy20.30222.05221.55224.05
42007.03.06 03:00modify20.30222.05222.64224.05
52007.03.06 04:00t/p20.30224.05222.64224.05500.6211001.16
62007.03.07 01:00buy30.30226.02225.52228.02
72007.03.07 03:00s/l30.30225.52225.52228.02-125.1610876.00
82007.03.07 03:00sell40.30224.55225.05222.55
92007.03.07 06:00s/l40.30225.05225.05222.55-125.1410750.86
102007.03.08 01:00sell50.30223.26223.76221.26
112007.03.08 03:00s/l50.30223.76223.76221.26-125.1410625.72
122007.03.08 03:00buy60.30223.73223.23225.73
132007.03.08 05:00modify60.30223.73223.94225.73
142007.03.08 06:00modify60.30223.73224.11225.73
152007.03.08 07:00t/p60.30225.73224.11225.73500.6311126.35
162007.03.09 01:00buy70.30226.13225.63228.13
172007.03.09 15:00t/p70.30228.13225.63228.13500.6311626.98
182007.03.12 01:00buy80.30229.07228.57231.07
192007.03.12 02:00s/l80.30228.57228.57231.07-125.1511501.83
202007.03.12 02:00sell90.30228.55229.05226.55
212007.03.12 08:00s/l90.30229.05229.05226.55-125.1311376.70
222007.03.13 01:00sell100.30227.20227.70225.20
232007.03.13 08:00modify100.30227.20227.18225.20
242007.03.13 09:00modify100.30227.20226.95225.20
252007.03.13 13:00t/p100.30225.20226.95225.20500.5411877.24
262007.03.14 01:00sell110.40223.76224.26221.76
272007.03.14 02:00s/l110.40224.26224.26221.76-166.8411710.40
282007.03.14 02:00buy120.40224.25223.75226.25
292007.03.14 04:00s/l120.40223.75223.75226.25-166.8711543.53
302007.03.15 01:00buy130.30227.40226.90229.40
312007.03.15 02:00s/l130.30226.90226.90229.40-125.1611418.37
322007.03.15 02:00sell140.30226.98227.48224.98
332007.03.15 14:00s/l140.30227.48227.48224.98-125.1411293.23
342007.03.16 01:00buy150.30227.17226.67229.17
352007.03.16 02:00s/l150.30226.67226.67229.17-125.1611168.07
362007.03.16 02:00sell160.30226.90227.40224.90
372007.03.16 13:00s/l160.30227.40227.40224.90-125.1311042.94
382007.03.19 01:00sell170.30225.94226.44223.94
392007.03.19 02:00s/l170.30226.44226.44223.94-125.1310917.81
402007.03.19 02:00buy180.30226.77226.27228.77
412007.03.19 05:00modify180.30226.77226.77228.77
422007.03.19 06:00modify180.30226.77226.95228.77
432007.03.19 07:00modify180.30226.77226.97228.77
442007.03.19 10:00modify180.30226.77227.53228.77
452007.03.19 11:00modify180.30226.77227.66228.77
462007.03.19 14:00modify180.30226.77227.69228.77
472007.03.19 16:00close180.30228.49227.69228.77430.5411348.35
482007.03.20 01:00buy190.30228.94228.44230.94
492007.03.20 11:00modify190.30228.94229.63230.94
502007.03.20 13:00modify190.30228.94229.65230.94
512007.03.20 15:00s/l190.30229.65229.65230.94177.7311526.08
522007.03.20 15:00sell200.30229.45229.95227.45
532007.03.20 16:00close200.30229.42229.95227.457.5111533.59
542007.03.21 01:00buy210.30230.02229.52232.02
552007.03.21 10:00modify210.30230.02230.20232.02
562007.03.21 11:00s/l210.30230.20230.20232.0245.0611578.65
572007.03.21 11:00sell220.30230.57231.07228.57
582007.03.21 12:00s/l220.30231.07231.07228.57-125.1411453.51
592007.03.22 01:00sell230.30231.10231.60229.10
602007.03.22 03:00s/l230.30231.60231.60229.10-125.1311328.38
612007.03.22 03:00buy240.30231.42230.92233.42
622007.03.22 08:00s/l240.30230.92230.92233.42-125.1611203.22
632007.03.23 01:00sell250.30232.06232.56230.06
642007.03.23 11:00modify250.30232.06231.98230.06
652007.03.23 14:00modify250.30232.06231.73230.06
662007.03.23 16:00close250.30231.12231.73230.06235.2611438.48
672007.03.26 01:00sell260.30231.25231.75229.25
682007.03.26 08:00s/l260.30231.75231.75229.25-125.1311313.35
692007.03.26 08:00buy270.30231.50231.00233.50
702007.03.26 15:00modify270.30231.50231.62233.50
712007.03.26 16:00close270.30232.64231.62233.50285.3611598.71
722007.03.27 01:00buy280.30232.78232.28234.78
732007.03.27 09:00s/l280.30232.28232.28234.78-125.1511473.56
742007.03.27 09:00sell290.30232.18232.68230.18
752007.03.27 11:00s/l290.30232.68232.68230.18-125.1411348.42
762007.03.28 01:00sell300.30231.57232.07229.57
772007.03.28 04:00modify300.30231.57231.54229.57
782007.03.28 07:00modify300.30231.57231.03229.57
792007.03.28 15:00modify300.30231.57230.88229.57
802007.03.28 16:00t/p300.30229.57230.88229.57500.5411848.96
812007.03.29 01:00sell310.40229.30229.80227.30
822007.03.29 03:00s/l310.40229.80229.80227.30-166.8411682.12
832007.03.29 03:00buy320.40229.33228.83231.33
842007.03.29 06:00modify320.40229.33229.57231.33
852007.03.29 09:00modify320.40229.33229.92231.33
862007.03.29 13:00modify320.40229.33230.00231.33
872007.03.29 15:00modify320.40229.33230.38231.33
882007.03.29 16:00close320.40231.14230.38231.33604.0912286.21
892007.03.30 01:00buy330.40231.64231.14233.64
902007.03.30 04:00s/l330.40231.14231.14233.64-166.8712119.34
912007.03.30 04:00sell340.40231.15231.65229.15
922007.03.30 16:00s/l340.40231.65231.65229.15-166.8511952.49
932007.04.02 01:00buy350.40231.75231.25233.75
942007.04.02 14:00modify350.40231.75231.95233.75
952007.04.02 15:00modify350.40231.75232.01233.75
962007.04.02 16:00close350.40232.96232.01233.75403.8412356.33
972007.04.03 01:00sell360.40232.90233.40230.90
982007.04.03 03:00s/l360.40233.40233.40230.90-166.8412189.49
992007.04.03 03:00buy370.40233.06232.56235.06
1002007.04.03 09:00modify370.40233.06233.52235.06
1012007.04.03 10:00modify370.40233.06233.69235.06
1022007.04.03 14:00modify370.40233.06233.70235.06
1032007.04.03 15:00modify370.40233.06233.80235.06
1042007.04.03 16:00close370.40234.67233.80235.06537.3312726.82
1052007.04.04 01:00sell380.40234.40234.90232.40
1062007.04.04 09:00s/l380.40234.90234.90232.40-166.8512559.97
1072007.04.04 09:00buy390.40234.67234.17236.67
1082007.04.04 16:00s/l390.40234.17234.17236.67-166.8712393.10
1092007.04.05 01:00sell400.40234.58235.08232.58
1102007.04.05 16:00close400.40233.74235.08232.58280.3012673.40
1112007.04.06 01:00sell410.40233.89234.39231.89
1122007.04.06 07:00s/l410.40234.39234.39231.89-166.8412506.56
1132007.04.09 01:00buy420.40234.50234.00236.50
1142007.04.09 14:00s/l420.40234.00234.00236.50-166.8812339.68
1152007.04.10 01:00sell430.40233.95234.45231.95
1162007.04.10 08:00s/l430.40234.45234.45231.95-166.8412172.84
1172007.04.10 08:00buy440.40234.44233.94236.44
1182007.04.10 16:00close440.40235.06233.94236.44206.9312379.77
1192007.04.11 01:00buy450.40234.93234.43236.93
1202007.04.11 08:00modify450.40234.93234.97236.93
1212007.04.11 09:00modify450.40234.93235.06236.93
1222007.04.11 16:00close450.40235.99235.06236.93353.7812733.55
1232007.04.12 01:00buy460.40235.79235.29237.79
1242007.04.12 16:00s/l460.40235.29235.29237.79-166.8812566.67
1252007.04.13 01:00sell470.40235.62236.12233.62
1262007.04.13 16:00close470.40235.67236.12233.62-16.6812549.99
1272007.04.16 01:00buy480.40237.65237.15239.65
1282007.04.16 02:00s/l480.40237.15237.15239.65-166.8712383.12
1292007.04.17 01:00buy490.40238.21237.71240.21
1302007.04.17 08:00s/l490.40237.71237.71240.21-166.8612216.26
1312007.04.17 08:00sell500.40237.73238.23235.73
1322007.04.17 11:00s/l500.40238.23238.23235.73-166.8312049.43
1332007.04.18 01:00sell510.40238.74239.24236.74
1342007.04.18 14:00modify510.40238.74238.21236.74
1352007.04.18 16:00close510.40237.27238.21236.74490.4912539.92
1362007.04.19 01:00sell520.40237.93238.43235.93
1372007.04.19 05:00modify520.40237.93237.37235.93
1382007.04.19 06:00modify520.40237.93237.06235.93
1392007.04.19 07:00modify520.40237.93236.93235.93
1402007.04.19 09:00t/p520.40235.93236.93235.93667.3313207.25
1412007.04.20 01:00sell530.40236.89237.39234.89
1422007.04.20 03:00s/l530.40237.39237.39234.89-166.8313040.42
1432007.04.23 01:00buy540.40238.11237.61240.11
1442007.04.23 06:00s/l540.40237.61237.61240.11-166.8612873.56
1452007.04.23 06:00sell550.40237.47237.97235.47
1462007.04.23 09:00modify550.40237.47237.31235.47
1472007.04.23 13:00s/l550.40237.31237.31235.4753.3812926.94
1482007.04.24 01:00sell560.40237.16237.66235.16
1492007.04.24 05:00modify560.40237.16237.12235.16
1502007.04.24 12:00s/l560.40237.12237.12235.1613.3512940.29
1512007.04.24 12:00buy570.40237.50237.00239.50
1522007.04.24 16:00close570.40237.46237.00239.50-13.3512926.94
1532007.04.25 01:00buy580.40237.28236.78239.28
1542007.04.25 16:00close580.40237.69236.78239.28136.8213063.76
1552007.04.26 01:00buy590.40237.67237.17239.67
1562007.04.26 16:00close590.40237.59237.17239.67-26.7013037.06
1572007.04.27 01:00sell600.40237.94238.44235.94
1582007.04.27 13:00s/l600.40238.44238.44235.94-166.8312870.23
1592007.04.30 01:00sell610.40238.14238.64236.14
1602007.04.30 05:00s/l610.40238.64238.64236.14-166.8312703.40
1612007.05.01 01:00sell620.40238.69239.19236.69
1622007.05.01 05:00s/l620.40239.19239.19236.69-166.8312536.57
1632007.05.01 05:00buy630.40239.15238.65241.15
1642007.05.01 16:00close630.40239.03238.65241.15-40.0512496.52
1652007.05.02 01:00sell640.40239.32239.82237.32
1662007.05.02 16:00close640.40239.05239.82237.3290.0912586.61
1672007.05.03 01:00sell650.40238.94239.44236.94
1682007.05.03 10:00s/l650.40239.44239.44236.94-166.8412419.77
1692007.05.04 01:00buy660.40239.35238.85241.35
1702007.05.04 05:00s/l660.40238.85238.85241.35-166.8612252.91